SAS Developer - IFRS 9 Model Exp

SAS Developer - IFRS 9 Model Exp

Posted 6 days ago by Lorien

Negotiable
Inside
Hybrid
City of London, London

Summary: The role of SAS Developer focuses on supporting the Credit Risk team within a large Financial Services company, specifically in the maintenance and execution of credit impairment models and DoD engines. The position requires extensive SAS experience and involves preparing materials for governance forums and engaging with external auditors. This is a 6-month contract based in Milton Keynes with a hybrid working arrangement. The role is classified as inside IR35.

Key Responsibilities:

  • Oversee engine execution to produce DoD model output
  • On-going maintenance of existing DoD engine
  • Support change process and implementation of new models
  • Development of analytics dashboard, monitoring and MI reports
  • Active engagement with other risk areas such as forecasting, portfolio management, collections etc.
  • Preparing materials and presenting results to governance forum/committees
  • Regular engagement with external auditors to support the successful completion of half-year and year-end audits.

Key Skills:

  • Credit Risk Analyst
  • IFRS 9 Experience
  • SAS & SQL Experience
  • Extensive experience working within the Financial Services Sector.

Salary (Rate): undetermined

City: Milton Keynes

Country: United Kingdom

Working Arrangements: hybrid

IR35 Status: inside IR35

Seniority Level: undetermined

Industry: Finance